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In this work, we propose an alternating low-rank decomposition (ALRD) approach and novel subspace algorithms for direction-of-arrival (DOA) estimation. In the ALRD scheme, the decomposition matrix for rank reduction is composed of a set of…

Information Theory · Computer Science 2016-04-18 Yunlong Cai , Linzheng Qiu , Rodrigo C. de Lamare , Minjian Zhao

We design a numerical scheme for transport equations with oscillatory periodic scattering coefficients. The scheme is asymptotic preserving in the diffusion limit as Knudsen number goes to zero. It also captures the homogenization limit as…

Numerical Analysis · Mathematics 2017-04-26 Qin Li , Jianfeng Lu

Low-rank training methods reduce the number of trainable parameters by re-parameterizing the weights with matrix decompositions (e.g., singular value decomposition). However, enforcing a fixed low-rank structure caps the rank of the weight…

Machine Learning · Computer Science 2025-10-16 Hyuntak Shin , Aecheon Jung , Sungeun Hong , Sunwoo Lee

Low-rank tensor approximation approaches have become an important tool in the scientific computing community. The aim is to enable the simulation and analysis of high-dimensional problems which cannot be solved using conventional methods…

Numerical Analysis · Mathematics 2019-02-26 Patrick Gelß , Stefan Klus , Sebastian Matera , Christof Schütte

The stochastic description of chemical reaction networks with the kinetic chemical master equation (CME) is important for studying biological cells, but it suffers from the curse of dimensionality: The amount of data to be stored grows…

Numerical Analysis · Mathematics 2024-08-02 Lukas Einkemmer , Julian Mangott , Martina Prugger

We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…

Numerical Analysis · Mathematics 2025-06-19 Soheil Firooz , B. Daya Reddy , Paul Steinmann

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

In this paper we propose an asymptotic preserving scheme for a family of Friedrichs systems on unstructured meshes based on a decomposition between the hyperbolic heat equation and a linear hyperbolic which not involved in the di usive…

Numerical Analysis · Mathematics 2013-04-11 Christophe Buet , Bruno Després , Emmanuel Franck

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

Computational Engineering, Finance, and Science · Computer Science 2023-05-23 Juan F. Giraldo , Victor M. Calo

In this article we study the numerical approximation of incompressible miscible displacement problems with a linearised Crank-Nicolson time discretisation, combined with a mixed finite element and discontinuous Galerkin method. At the heart…

Numerical Analysis · Mathematics 2011-11-28 Max Jensen , Ruediger Mueller

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

We develop novel asymptotic-preserving (AP) deterministic particle methods for collisional plasma models, including both Landau--Fokker--Planck and Dougherty collision operators, under hydrodynamic scaling. Our schemes treat the non-stiff…

Numerical Analysis · Mathematics 2026-04-13 Yan Huang , Li Wang

In this paper, we develop a nonconvex approach to the problem of low-rank and sparse matrix decomposition. In our nonconvex method, we replace the rank function and the $l_{0}$-norm of a given matrix with a non-convex fraction function on…

Optimization and Control · Mathematics 2019-05-14 Angang Cui , Meng Wen , Haiyang Li , Jigen Peng

In this work, we propose an asymptotic preserving scheme for a non-linear kinetic reaction-transport equation, in the regime of sharp interface. With a non-linear reaction term of KPP-type, a phenomenon of front propagation has been proved…

Numerical Analysis · Mathematics 2018-05-23 Hélène Hivert

We describe a new algorithm for trajectory optimization of mechanical systems. Our method combines pseudo-spectral methods for function approximation with variational discretization schemes that exactly preserve conserved mechanical…

Systems and Control · Computer Science 2017-05-26 Akshay Srinivasan , Madhusudhan Venkadesan

Probabilistic sampling methods have become very popular to solve single-shot path planning problems. Rapidly-exploring Random Trees (RRTs) in particular have been shown to be very efficient in solving high dimensional problems. Even though…

Artificial Intelligence · Computer Science 2009-12-03 Nicolas A. Barriga , Mauricio Araya-López , Mauricio Solar

We address the persistent monitoring problem in two-dimensional mission spaces where the objective is to control the trajectories of multiple cooperating agents to minimize an uncertainty metric. In a one-dimensional mission space, we have…

Optimization and Control · Mathematics 2014-04-21 Xuchao Lin , Christos G. Cassandras

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Machine Learning · Computer Science 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

This preliminary note presents a heuristic for determining rank constrained solutions to linear matrix equations (LME). The method proposed here is based on minimizing a non-convex quadratic functional, which will hence-forth be termed as…

Optimization and Control · Mathematics 2018-09-10 Shravan Mohan

We develop a novel Monte Carlo strategy for the simulation of the Boltzmann-BGK model with both low-collisional and high-collisional regimes present. The presented solution to maintain accuracy in low-collisional regimes and remove…

Numerical Analysis · Mathematics 2020-12-23 Bert Mortier , Martine Baelmans , Giovanni Samaey
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